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Ltd. 528120.49000000 USD -32704.51000000 USD Y 2020-10-15 0 USD 0 USD 153943668 USD -12791303.88 N N N Electrolux AB 549300Y3HHZB1ZGFPJ93 N/A 31409.00000000 NS 772138.26000000 0.292941661686 Long EC CORP SE N 2 N N N Pandora A/S 5299007OWYZ6I1E46843 N/A 35543.00000000 NS 1545718.14000000 0.586430259822 Long EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A 127.20000000 0.000048258428 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2870.75000000 USD 26314.00000000 NOK 2020-03-18 127.2 N N N Dfds A/S 549300JZVW1Y1UZ5UK38 N/A -10998.00000000 NS -536872.91000000 -0.20368430178 Short EC CORP DK N 2 N N N N/A N/A N/A 1.00000000 NC N/A -2553.50000000 -0.00096877278 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 210786.00000000 EUR 235002.32000000 USD 2020-03-18 -2553.5 N N N Dollarama, Inc. 5493002GJ0NJP1HI0C79 25675T107 -8691.00000000 NS -298701.88000000 -0.11332455547 Short EC CORP CA N 1 N N N Signify NV 549300072P3J1X8NZO35 N/A 50528.00000000 NS 1581465.80000000 0.599992570440 Long EC CORP NL Y 2 N N N Altice Europe NV 724500354ATKLCM6EW21 N/A -316233.00000000 NS -2047767.52000000 -0.77690285682 Short EC CORP NL N 2 N N N United States of America 254900HROIFWPRGM1V77 912796TH2 22600000.00000000 PA USD 22540576.01000000 8.551672846447 Long STIV UST US N 2 2020-03-05 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -128.52000000 -0.00004875922 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 200000.00000000 HKD 25522.45000000 USD 2020-03-18 -128.52 N N N N/A N/A N/A 1.00000000 NC N/A -3176.29000000 -0.00120505318 N/A DFE N/A N 2 Citibank MBNUM2BPBDO7JBLYG310 184120.00000000 EUR 204326.94000000 USD 2020-03-18 -3176.29 N N N Subsea 7 SA 222100AIF0CBCY80AH62 N/A -93410.00000000 NS -1117475.27000000 -0.42395912681 Short EC CORP LU N 2 N N N Svenska Cellulosa AB SCA 549300FW5JDRV1IJ0M67 N/A -57074.00000000 NS -578765.26000000 -0.21957784735 Short EC CORP SE N 2 N N N Hexagon AB 549300WJFW6ILNI4TA80 N/A -6343.00000000 NS -355533.45000000 -0.13488589417 Short EC CORP SE N 2 N N N N/A N/A N/A 1.00000000 NC N/A -363.95000000 -0.00013807905 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 11726.00000000 CHF 11817.18000000 USD 2020-03-18 -363.95 N N N BlackBerry Ltd. 549300HJD8NEGT71RF07 09228F103 -11286.00000000 NS -72571.79000000 -0.02753302336 Short EC CORP CA N 1 N N N N/A N/A 000000000 12277252.60000000 PA -1021696.25000000 -0.38762150863 N/A DE GB N 2 Morgan Stanley International 4PQUHN3JPFGFNF3BB653 N/A N/A Rec/pay the total return of custom basket plus RBACR +/- spread (-0.88% to 0.45%). AUD Currency. Maturity 11-73 Months 10/14/20 Fortescue Metals Group Ltd. 445057.17000000 USD 85435.17000000 USD CIMIC Group Ltd. 1013451.03000000 USD -187075.59000000 USD Telstra Corp. Ltd. 245661.78000000 USD -12113.85000000 USD Harvey Norman Holdings Ltd. 197608.33000000 USD 7545.98000000 USD WorleyParsons Ltd. 1142824.07000000 USD -116859.82000000 USD Alumina Ltd. 120488.01000000 USD -2235.66000000 USD AMP Ltd. 292708.33000000 USD 2861.50000000 USD Sydney Airport 154845.86000000 USD -30912.94000000 USD Incitec Pivot Ltd. 128031.01000000 USD -2942.52000000 USD BlueScope Steel Ltd. 1054881.07000000 USD 170015.20000000 USD Domino's Pizza Enterprises Ltd. 169261.16000000 USD -27741.23000000 USD Ramsay Health Care Ltd. 491734.47000000 USD -53269.63000000 USD South32 Ltd. 237457.08000000 USD -105407.62000000 USD Computershare Ltd. 45402.93000000 USD -4110.20000000 USD Bendigo & Adelaide Bank Ltd. 99236.03000000 USD -257.57000000 USD Aurizon Holdings Ltd. 2079498.11000000 USD 95184.41000000 USD Challenger Ltd. 1140939.29000000 USD 92316.97000000 USD AGL Energy Ltd. 340106.04000000 USD -25344.10000000 USD James Hardie Industries plc 1007868.35000000 USD -345114.54000000 USD Beach Energy Ltd. 88733.00000000 USD 3054.79000000 USD SEEK Ltd. 1579984.43000000 USD -242359.94000000 USD Iluka Resources Ltd. 201475.05000000 USD 6408.66000000 USD Y 2020-10-14 0 USD 0 USD 12277253 USD -692922.52 N N N 2020-01-30 AQR Funds Heather Bonner Heather Bonner Principal Financial Officer